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VUSB vs. GBIL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VUSBGBIL
YTD Return4.91%4.48%
1Y Return6.61%5.30%
3Y Return (Ann)3.25%3.46%
Sharpe Ratio7.094.80
Sortino Ratio13.986.88
Omega Ratio3.156.76
Calmar Ratio32.427.07
Martin Ratio150.2130.09
Ulcer Index0.04%0.18%
Daily Std Dev0.93%1.11%
Max Drawdown-1.81%-0.76%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.4

The correlation between VUSB and GBIL is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

VUSB vs. GBIL - Performance Comparison

In the year-to-date period, VUSB achieves a 4.91% return, which is significantly higher than GBIL's 4.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


7.00%8.00%9.00%10.00%11.00%JuneJulyAugustSeptemberOctoberNovember
10.25%
10.65%
VUSB
GBIL

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VUSB vs. GBIL - Expense Ratio Comparison

VUSB has a 0.10% expense ratio, which is lower than GBIL's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
Expense ratio chart for GBIL: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VUSB: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

VUSB vs. GBIL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Ultra-Short Bond ETF (VUSB) and Goldman Sachs Access Treasury 0-1 Year ETF (GBIL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


VUSB
Sharpe ratio
The chart of Sharpe ratio for VUSB, currently valued at 7.09, compared to the broader market-2.000.002.004.007.09
Sortino ratio
The chart of Sortino ratio for VUSB, currently valued at 13.97, compared to the broader market0.005.0010.0013.98
Omega ratio
The chart of Omega ratio for VUSB, currently valued at 3.15, compared to the broader market1.001.502.002.503.003.15
Calmar ratio
The chart of Calmar ratio for VUSB, currently valued at 32.42, compared to the broader market0.005.0010.0015.0032.42
Martin ratio
The chart of Martin ratio for VUSB, currently valued at 150.21, compared to the broader market0.0020.0040.0060.0080.00100.00150.21
GBIL
Sharpe ratio
The chart of Sharpe ratio for GBIL, currently valued at 4.80, compared to the broader market-2.000.002.004.004.80
Sortino ratio
The chart of Sortino ratio for GBIL, currently valued at 6.88, compared to the broader market0.005.0010.006.88
Omega ratio
The chart of Omega ratio for GBIL, currently valued at 6.76, compared to the broader market1.001.502.002.503.006.76
Calmar ratio
The chart of Calmar ratio for GBIL, currently valued at 7.07, compared to the broader market0.005.0010.0015.007.07
Martin ratio
The chart of Martin ratio for GBIL, currently valued at 30.09, compared to the broader market0.0020.0040.0060.0080.00100.0030.09

VUSB vs. GBIL - Sharpe Ratio Comparison

The current VUSB Sharpe Ratio is 7.09, which is higher than the GBIL Sharpe Ratio of 4.80. The chart below compares the historical Sharpe Ratios of VUSB and GBIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio5.005.506.006.507.007.50JuneJulyAugustSeptemberOctoberNovember
7.09
4.80
VUSB
GBIL

Dividends

VUSB vs. GBIL - Dividend Comparison

VUSB's dividend yield for the trailing twelve months is around 5.16%, more than GBIL's 5.09% yield.


TTM20232022202120202019201820172016
VUSB
Vanguard Ultra-Short Bond ETF
5.16%4.45%1.53%0.25%0.00%0.00%0.00%0.00%0.00%
GBIL
Goldman Sachs Access Treasury 0-1 Year ETF
5.09%4.77%1.37%0.00%0.81%2.20%1.70%0.74%0.11%

Drawdowns

VUSB vs. GBIL - Drawdown Comparison

The maximum VUSB drawdown since its inception was -1.81%, which is greater than GBIL's maximum drawdown of -0.76%. Use the drawdown chart below to compare losses from any high point for VUSB and GBIL. For additional features, visit the drawdowns tool.


-0.20%-0.15%-0.10%-0.05%0.00%JuneJulyAugustSeptemberOctoberNovember00
VUSB
GBIL

Volatility

VUSB vs. GBIL - Volatility Comparison

Vanguard Ultra-Short Bond ETF (VUSB) has a higher volatility of 0.18% compared to Goldman Sachs Access Treasury 0-1 Year ETF (GBIL) at 0.07%. This indicates that VUSB's price experiences larger fluctuations and is considered to be riskier than GBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.05%0.10%0.15%0.20%0.25%JuneJulyAugustSeptemberOctoberNovember
0.18%
0.07%
VUSB
GBIL